-17.4%
RMBS vs MDY
+17.5%
-34.9%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.6% | -6.6% | -7.8% |
| 7D | -8.9% | +1.7% | -10.6% | -13.5% |
| 30D | -24.8% | +1.2% | -26.0% | -27.3% |
| 3M | -17.6% | -3.5% | -14.1% | -7.3% |
| 6M | -25.7% | +3.5% | -29.2% | -29.3% |
| YTD | -9.8% | +13.6% | -23.4% | -28.6% |
| 1Y | -17.4% | +17.1% | -34.4% | -37.6% |
| All | -17.4% | +17.5% | -34.9% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling